+10.8%
FCX vs FICO
-35.4%
+46.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | -1.9% |
| 7D | -4.9% | -19.2% | +14.3% | -7.3% |
| 30D | +4.8% | -14.6% | +19.4% | +3.1% |
| 3M | +4.6% | -20.1% | +24.7% | +1.5% |
| 6M | +10.8% | -36.3% | +47.1% | +6.4% |
| All | +10.8% | -35.4% | +46.2% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling